Soc. Generale Call 500 ZURN 20.09.2024
/ DE000SW13P83
Soc. Generale Call 500 ZURN 20.09.../ DE000SW13P83 /
| 16/07/2024 08:54:46 |
Chg.-0.009 |
Bid17:19:53 |
Ask17:19:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.031EUR |
-22.50% |
0.031
Bid Size: 400,000 |
0.048
Ask Size: 400,000 |
ZURICH INSURANCE N |
500.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
SW13P8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
10/08/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
95.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.15 |
| Parity: |
-0.25 |
| Time value: |
0.05 |
| Break-even: |
518.11 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.01 |
| Spread %: |
24.39% |
| Delta: |
0.27 |
| Theta: |
-0.09 |
| Omega: |
25.77 |
| Rho: |
0.23 |
Quote data
| Open: |
0.031 |
| High: |
0.031 |
| Low: |
0.031 |
| Previous Close: |
0.040 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.13% |
| 1 Month |
|
|
-38.00% |
| 3 Months |
|
|
-26.19% |
| YTD |
|
|
+24.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.047 |
0.032 |
| 1M High / 1M Low: |
0.078 |
0.026 |
| 6M High / 6M Low: |
0.093 |
0.011 |
| High (YTD): |
21/03/2024 |
0.093 |
| Low (YTD): |
13/02/2024 |
0.011 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.039 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.052 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.042 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
319.73% |
| Volatility 6M: |
|
309.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
